JBVIN: Index Volatilities

JBVIN is a standard SAP tcode used to perform Index Volatilities task in SAP ERP (or) S/4HANA system.

Program
Package Applic. development R/3 Treasury risk simulation analysis (FTB)
Technical Component Market Risk Analyzer (FIN-FSCM-TRM-MR)

Availability

The SAP tcode JBVIN is available within SAP ECC, SAP S/4HANA On-premise and SAP S/4HANA Private Cloud systems depending on the version and release level.

SAP S/4HANA Version Available?
1909 Yes
2020 Yes
2021 Yes
2022 Yes
2023 Yes

People also ask

The following is the list of SAP transaction codes related to JBVIN.

SAP TCode Description SAP TCode Program
CORR_MAINTAIN Maintain correlations for all instr. RFTBCORR_INSERT
FW29 Maintain Index Type
JBR0 Maintain Market Data Shifts SAPMJBRSN
JBR0_OLD Maintain Market Data Shifts SAPMJBRS
JBRB1 Summarization Rule – Default Setting
JBRB2 Summarization Rule – Spec. Settings
JBRR Maintain Risk Hierarchy SAPMJBRR_CLASS
JBVCP Volatilities for Commodity Prices
JBVFX Exchange Rate Volatilities
JBVIR Interest Rate Volatilities
JBVIRC Interest Rate Volatility Curve
JBVRF Risk Factor Volatilities
JBVSE Security Volatilities
RMCM Link Between Cash Mgmt and Risk Mgmt RFTBCMGT00
S_ALR_87008526 IMG Activity: CURRENCY_VOLA_INPUT SAPLS_CUS_IMG_ACTIVITY
S_ALR_87008529 IMG activity: INTR_VOLA_CURV_MRM SAPLS_CUS_IMG_ACTIVITY
S_ALR_87008530 IMG activity: INTEREST_CURVE_INPUT SAPLS_CUS_IMG_ACTIVITY
S_ALR_87008531 IMG activity: BARWERT_OTC SAPLS_CUS_IMG_ACTIVITY
S_ALR_87008532 IMG activity: KORR_MAINTAIN SAPLS_CUS_IMG_ACTIVITY
S_ALR_87008533 IMG Activity: BETAFAK_PFLEGEN SAPLS_CUS_IMG_ACTIVITY
S_ALR_87008534 IMG activity: INDEX_VOLA_PFLEGEN SAPLS_CUS_IMG_ACTIVITY
TANMDCR Define Structure Chart for MDCR SAPLTAN_MDCRS
TANMDCR_DS Maintain Market Data Change Rates SAPLTAN_MDCRS
TMDBETA Enter Beta Factors
TMRMB Reporting Tree for MRM
TV20 Create Scenario SAPMF7C1
TV21 Change Scenario SAPMF7C1
TV22 Display Scenario SAPMF7C1
TV35 Effective Rate/NPV Underlying RFTVSK20
TV36 Currency exposure RFTVEX00
TV38 Position Evaluation RFTVBW00
TV39 Global Evaluation of Cash Flow RFTVCF00
TV40 Effective Rate Evaluation FX General RFTVSK21
TV42 Interest exposure RFTVZX00
TV43 Global IRR RFTVIRR1
TV44 P/L Evaluation RFTVPL00
TV45 Matrix Evaluations RFTVBW11
TV46 Bond price calc. RFTVBW29
TV48 Historical Simulation RFTVVAR4
TV49 Variance/Covariance RFTVVAR3
TV50 Save OTC NPVs RFTVBW50
TVDT Import DTB Derivatives Prices RFTBFF30
TVM1 Market Risk and Analysis MENUTVM1
TVMD Transfer Mkt Data RFTBFF20
TVS1 Statistics Calculator RFTVST00
TXZI Interest calculator SAPMF7ZI